Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 0.23% 24.05 CHF 24.08 CHF 18'000 18'000 8'144 8'144 202'938 CHF 203'322 CHF 98.89% 98.89%
19.11.2024 0.24% 24.36 CHF 24.39 CHF 18'000 18'000 8'259 8'259 201'547 CHF 201'933 CHF 95.08% 95.08%
18.11.2024 0.24% 23.90 CHF 23.93 CHF 18'000 18'000 8'387 8'387 192'380 CHF 192'756 CHF 99.47% 99.47%
15.11.2024 0.23% 21.68 CHF 21.71 CHF 20'000 20'000 8'962 8'962 189'376 CHF 189'744 CHF 97.89% 97.89%
14.11.2024 0.22% 20.64 CHF 20.67 CHF 20'000 20'000 9'029 9'029 195'025 CHF 195'395 CHF 93.14% 93.14%
13.11.2024 0.29% 24.17 CHF 24.19 CHF 18'000 18'000 8'463 8'463 202'275 CHF 202'701 CHF 83.99% 83.99%
12.11.2024 0.23% 23.07 CHF 23.09 CHF 19'000 19'000 9'774 9'774 237'753 CHF 238'150 CHF 66.46% 66.46%
11.11.2024 0.15% 24.21 CHF 24.23 CHF 18'000 18'000 9'186 9'186 215'950 CHF 216'220 CHF 79.78% 79.78%
08.11.2024 0.18% 19.40 CHF 19.42 CHF 21'000 21'000 9'977 9'977 188'131 CHF 188'415 CHF 99.04% 99.04%
07.11.2024 0.19% 18.21 CHF 18.23 CHF 22'000 22'000 10'663 10'663 188'038 CHF 188'338 CHF 96.75% 96.75%

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